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positive_eps_streak on PRICE T ROWE GROUP INC (TROW)

SIC 6282 — Investment Advice · CIK 1113169 · default direction: long

Definition

Fires on companies with consecutive years of positive earnings — quality compounder candidates. Surfaces stable franchises with earnings durability, not speculative growth.

Every time the signal fired on TROW

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-132026-02-13+0.05%-0.75%-5.42%
FY20242025-02-142025-02-14+0.66%-0.56%-10.77%-8.04%-6.72%
FY20232024-02-162024-02-16+0.51%+1.47%+6.79%+6.17%+4.09%
FY20222023-02-152023-02-15-2.42%-7.68%-10.35%-12.70%-6.63%
FY20212022-02-242022-02-24+1.77%+0.13%+5.15%-13.93%-18.61%
FY20202021-02-112021-02-11-0.01%-0.26%+6.45%+17.28%-5.92%
FY20192020-02-132020-02-13+0.71%-0.11%-20.54%-16.59%+23.34%
FY20182019-02-132019-02-13-0.81%-1.05%+3.37%+8.42%+42.85%
FY20172018-02-162018-02-16-0.52%+3.31%+3.22%+6.66%-8.85%
FY20162017-02-072017-02-07+0.03%+3.42%+5.55%+7.11%+62.17%
FY20152016-02-052016-02-05-3.89%-1.59%+5.71%+9.98%+1.07%
FY20142015-02-052015-02-05+0.69%+0.65%+0.46%+3.37%-11.52%
FY20132014-02-042014-02-04-1.13%+3.22%+4.97%+5.30%+6.60%
FY20122013-02-052013-02-05+1.07%+2.12%+2.77%+0.70%+8.52%
FY20112012-02-032012-02-03-0.91%-0.27%+3.17%+6.69%+27.78%
FY20102011-02-082011-02-08-0.18%+2.88%-0.83%-6.66%-11.05%

Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.

Universe-wide calibration (this signal across all companies)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+13.65%+64.44%long+13.47%22+0.27

Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See positive_eps_streak methodology for the full audit.


Data: /api/company/1113169/financials